Portfolio Optimization with Uncertain Exit Time in Infinite-Time Horizon

Wen-jing GUO, Jun CAI

Acta Mathematicae Applicatae Sinica(English Series) ›› 2013, Vol. 29 ›› Issue (4) : 673-684.

中国科学院数学与系统科学研究院期刊网
Acta Mathematicae Applicatae Sinica(English Series) ›› 2013, Vol. 29 ›› Issue (4) : 673-684. DOI: 10.1007/s10255-013-0246-y
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Portfolio Optimization with Uncertain Exit Time in Infinite-Time Horizon

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2013, 29(4): 673-684 https://doi.org/10.1007/s10255-013-0246-y

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